# Handbook in Monte Carlo Simulation: Applications in Financial Engineering, Risk Management, and Economics (Wiley Handbooks in Financial Engineering and Econometrics)

## Paolo Brandimarte

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An accessible treatment of Monte Carlo methods, techniques, and applications in the field of finance and economics

Providing readers with an in-depth and comprehensive guide, the Handbook in Monte Carlo Simulation: Applications in Financial Engineering, Risk Management, and Economics presents a timely account of the applicationsof Monte Carlo methods in financial engineering and economics. Written by an international leading expert in thefield, the handbook illustrates the challenges confronting present-day financial practitioners and provides various applicationsof Monte Carlo techniques to answer these issues. The book is organized into five parts: introduction andmotivation; input analysis, modeling, and estimation; random variate and sample path generation; output analysisand variance reduction; and applications ranging from option pricing and risk management to optimization.

The Handbook in Monte Carlo Simulation features:

• An introductory section for basic material on stochastic modeling and estimation aimed at readers who may need a summary or review of the essentials
• Carefully crafted examples in order to spot potential pitfalls and drawbacks of each approach
• An accessible treatment of advanced topics such as low-discrepancy sequences, stochastic optimization, dynamic programming, risk measures, and Markov chain Monte Carlo methods
• Numerous pieces of R code used to illustrate fundamental ideas in concrete terms and encourage experimentation

The Handbook in Monte Carlo Simulation: Applications in Financial Engineering, Risk Management, and Economics is a complete reference for practitioners in the fields of finance, business, applied statistics, econometrics, and engineering, as well as a supplement for MBA and graduate-level courses on Monte Carlo methods and simulation.

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From the Back Cover:

AN ACCESSIBLE TREATMENT OF MONTE CARLO METHODS, TECHNIQUES, AND APPLICATIONS IN THE FIELD OF FINANCE AND ECONOMICS

Providing readers with an in-depth and comprehensive guide, the Handbook in Monte Carlo Simulation: Applications in Financial Engineering, Risk Management, and Economics presents a timely account of the applications of Monte Carlo methods in financial engineering and economics. Written by an international leading expert in the field, the handbook illustrates the challenges confronting present-day financial practitioners and provides various applications of Monte Carlo techniques to answer these issues. The book is organized into five parts: introduction and motivation; input analysis, modeling, and estimation; random variate and sample path generation; output analysis and variance reduction; and applications ranging from option pricing and risk management to optimization.

The Handbook in Monte Carlo Simulation features:

An introductory section for basic material on stochastic modeling and estimation aimed at readers who may need a summary or review of the essentials

Carefully crafted examples in order to spot potential pitfalls and drawbacks of each approach

An accessible treatment of advanced topics such as low-discrepancy sequences, stochastic optimization, dynamic programming, risk measures, and Markov chain Monte Carlo methods

Numerous pieces of R code used to illustrate fundamental ideas in concrete terms and encourage experimentation

The Handbook in Monte Carlo Simulation: Applications in Financial Engineering, Risk Management, and Economics is a complete reference for practitioners in the fields of finance, business, applied statistics, econometrics, and engineering, as well as a supplement for MBA and graduate-level courses on Monte Carlo methods and simulation.

PAOLO BRANDIMARTE is Full Professor of Quantitative Methods for Finance and Logistics in the Department of Mathematical Sciences at Politecnico di Torino in Italy. He has extensive teaching experience in engineering and economics faculties, including master’s- and PhD-level courses. Dr. Brandimarte is the author or coauthor of Introduction to Distribution Logistics, Quantitative Methods: An Introduction for Business Management, and Numerical Methods in Finance and Economics: A MATLAB-Based Introduction, Second Edition, all published by Wiley.

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## 1.H.B. IN MONTE CARLO SIMULATION: APPLICATIONS IN FINANCIAL ENGINE RISK MANAGEMENT, & ECONOMICS 2014, Applications in Financial Engineering, Risk Management, and Economics

ISBN 10: 0470531118 ISBN 13: 9780470531112
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## 2.Handbook In Monte Carlo Simulation: Applications In Financial Engineering, Risk Management, And Economics

ISBN 10: 0470531118 ISBN 13: 9780470531112
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Descripción Estado de conservación: Brand New. Brand New Original US Edition, Perfect Condition. Printed in English. Excellent Quality, Service and customer satisfaction guaranteed!. Nº de ref. de la librería AIND-37279

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## 3.HANDBOOK IN MONTE CARLO SIMULATION: APPLICATIONS IN FINANCIAL ENGINEERING, RISK MANAGEMENT, AND ECONOMICS

ISBN 10: 0470531118 ISBN 13: 9780470531112
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## 4.HANDBOOK IN MONTE CARLO SIMULATION: APPLICATIONS IN FINANCIAL ENGINEERING, RISK MANAGEMENT, AND ECONOMICS

ISBN 10: 0470531118 ISBN 13: 9780470531112
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Descripción Estado de conservación: Brand New. New. US edition. Customer Satisfaction guaranteed!!. Nº de ref. de la librería SHUB44530

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## 5.Handbook In Monte Carlo Simulation: Applications In Financial Engineering, Risk Management, And Economics

ISBN 10: 0470531118 ISBN 13: 9780470531112
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## 6.HANDBOOK IN MONTE CARLO SIMULATION: APPLICATIONS IN FINANCIAL ENGINEERING, RISK MANAGEMENT, AND ECONOMICS

ISBN 10: 0470531118 ISBN 13: 9780470531112
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Descripción Estado de conservación: Brand New. New, US edition. Excellent Customer Service. Nº de ref. de la librería ABEUSA-44530

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## 7.Handbook in Monte Carlo Simulation: Applications in Financial Engineering, Risk Management, and Economics Format: Cloth

Editorial: John Wiley and Sons
ISBN 10: 0470531118 ISBN 13: 9780470531112
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## 8.Handbook in Monte Carlo Simulation

Editorial: Wileyand#8211;Blackwell (2014)
ISBN 10: 0470531118 ISBN 13: 9780470531112
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Descripción Wileyand#8211;Blackwell, 2014. HRD. Estado de conservación: New. New Book. Shipped from UK in 4 to 14 days. Established seller since 2000. Nº de ref. de la librería FW-9780470531112

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## 9.Handbook in Monte Carlo Simulation: Applications in Financial Engineering, Risk Management, and Economics (Hardback)

Editorial: John Wiley and Sons Ltd, United States (2014)
ISBN 10: 0470531118 ISBN 13: 9780470531112
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Descripción John Wiley and Sons Ltd, United States, 2014. Hardback. Estado de conservación: New. New.. Language: English . Brand New Book. An accessible treatment of Monte Carlo methods, techniques, and applications in the field of finance and economics Providing readers with an in-depth and comprehensive guide, the Handbook in Monte Carlo Simulation: Applications in Financial Engineering, Risk Management, and Economics presents a timely account of the applicationsof Monte Carlo methods in financial engineering and economics. Written by an international leading expert in thefield, the handbook illustrates the challenges confronting present-day financial practitioners and provides various applicationsof Monte Carlo techniques to answer these issues. The book is organized into five parts: introduction andmotivation; input analysis, modeling, and estimation; random variate and sample path generation; output analysisand variance reduction; and applications ranging from option pricing and risk management to optimization. The Handbook in Monte Carlo Simulation features: * An introductory section for basic material on stochastic modeling and estimation aimed at readers who may need a summary or review of the essentials * Carefully crafted examples in order to spot potential pitfalls and drawbacks of each approach * An accessible treatment of advanced topics such as low-discrepancy sequences, stochastic optimization, dynamic programming, risk measures, and Markov chain Monte Carlo methods * Numerous pieces of R code used to illustrate fundamental ideas in concrete terms and encourage experimentation The Handbook in Monte Carlo Simulation: Applications in Financial Engineering, Risk Management, and Economics is a complete reference for practitioners in the fields of finance, business, applied statistics, econometrics, and engineering, as well as a supplement for MBA and graduate-level courses on Monte Carlo methods and simulation. Nº de ref. de la librería AAH9780470531112

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## 10.Handbook in Monte Carlo Simulation: Applications in Financial Engineering, Risk Management, and Economics (Hardback)

Editorial: John Wiley and Sons Ltd, United States (2014)
ISBN 10: 0470531118 ISBN 13: 9780470531112
Librería
The Book Depository
(London, Reino Unido)
Valoración

Descripción John Wiley and Sons Ltd, United States, 2014. Hardback. Estado de conservación: New. New.. Language: English . Brand New Book. An accessible treatment of Monte Carlo methods, techniques, and applications in the field of finance and economics Providing readers with an in-depth and comprehensive guide, the Handbook in Monte Carlo Simulation: Applications in Financial Engineering, Risk Management, and Economics presents a timely account of the applicationsof Monte Carlo methods in financial engineering and economics. Written by an international leading expert in thefield, the handbook illustrates the challenges confronting present-day financial practitioners and provides various applicationsof Monte Carlo techniques to answer these issues. The book is organized into five parts: introduction andmotivation; input analysis, modeling, and estimation; random variate and sample path generation; output analysisand variance reduction; and applications ranging from option pricing and risk management to optimization. The Handbook in Monte Carlo Simulation features: * An introductory section for basic material on stochastic modeling and estimation aimed at readers who may need a summary or review of the essentials * Carefully crafted examples in order to spot potential pitfalls and drawbacks of each approach * An accessible treatment of advanced topics such as low-discrepancy sequences, stochastic optimization, dynamic programming, risk measures, and Markov chain Monte Carlo methods * Numerous pieces of R code used to illustrate fundamental ideas in concrete terms and encourage experimentation The Handbook in Monte Carlo Simulation: Applications in Financial Engineering, Risk Management, and Economics is a complete reference for practitioners in the fields of finance, business, applied statistics, econometrics, and engineering, as well as a supplement for MBA and graduate-level courses on Monte Carlo methods and simulation. Nº de ref. de la librería AAH9780470531112

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